Continuous and Discrete Time Approaches to a Maximization Problem

DOI10.2307/2296664MaRDI QIDQ5576710zbMATH OpenOpenAlexFDO

Authors Robert L. Graves, Lester G. Telser

Publication date 1968

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2296664

zbMATH Keywords

operations research

Cited in

(4)

• A distinction between continuous-time and discrete-time models of uncertain lifetime
• Cutting plane algorithms and state space constrained linear optimal control problems
• Indeterminacy and period length under balanced budget rules
• A hamiltonian formulation of risk-sensitive Linear/quadratic/gaussian control

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